+622.3%
BN vs POET
-20.0%
+642.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.8% |
| 7D | -3.0% | +9.7% | -12.7% | -3.3% |
| 30D | -13.0% | -6.5% | -6.5% | -12.9% |
| 3M | -15.2% | -25.7% | +10.5% | -14.7% |
| 6M | -5.9% | +19.6% | -25.5% | -8.7% |
| YTD | -15.8% | +26.4% | -42.2% | -18.6% |
| 1Y | -12.2% | +50.1% | -62.3% | -16.2% |
| 3Y | +72.2% | +127.9% | -55.7% | +56.3% |
| 5Y | +33.2% | -5.9% | +39.1% | +22.4% |
| 10Y | +264.7% | +31.1% | +233.5% | +220.3% |
| All | +622.3% | -20.0% | +642.3% | +552.1% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling